| Metric | 11393107:btcusd:triple_med_gx:lsma50_110 | 11393107:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -13.36% | 198.98% |
| Max Drawdown | -37.56% | -67.18% |
| Sharpe | -0.05 | 0.44 |
| Sortino | -0.07 | 0.64 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 0.98 | 1.07 |
| Common Sense Ratio | 0.9 | 1.07 |
| CPC Index | 0.49 | 0.61 |
| Tail Ratio | 0.92 | 0.99 |
| Outlier Win Ratio | 39.05 | 3.39 |
| Outlier Loss Ratio | 4.08 | 3.39 |
| Volatility (ann.) | 10.44% | 26.34% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.11 | 0.57 |
| Skew | 1.45 | 0.2 |
| Kurtosis | 60.64 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.34% | 2.64% |
| Expected Yearly % | -3.52% | 31.5% |
| Kelly Criterion | -5.24% | 7.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.24% |
| Expected Shortfall (cVaR) | -0.9% | -2.24% |
| Year | 11393107:BTCUSD | 11393107:btcusd:triple_med_gx:lsma50_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -2.31 | 0.04 | + |
| 2023 | 155.54 | -2.95 | -0.02 | - |
| 2024 | 121.00 | 1.26 | 0.01 | - |
| 2025 | 16.76 | -9.75 | -0.58 | - |
| Metric | 11393107:btcusd:triple_med_gx:lsma50_110 | 11393107:BTCUSD |
|---|---|---|
| MTD | 3.63% | 4.16% |
| 3M | 1.79% | 31.46% |
| 6M | -16.31% | 12.77% |
| YTD | -9.75% | 16.76% |
| 1Y | -29.59% | 56.84% |
| 3Y (ann.) | -8.68% | 55.31% |
| 5Y (ann.) | -4.17% | 38.4% |
| Metric | 11393107:btcusd:triple_med_gx:lsma50_110 | 11393107:BTCUSD |
|---|---|---|
| Max Drawdown | -37.56% | -67.18% |
| Longest DD Days | 358.0 | 683.0 |
| Avg. Drawdown | -5.91% | -6.29% |
| Avg. Drawdown Days | 64.0 | 31.0 |
| Recovery Factor | -0.36 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -37.56 | 358 |
| 2023-04-26 | 2024-03-25 | -24.84 | 333 |
| 2022-05-16 | 2023-04-26 | -19.60 | 345 |
| 2022-03-15 | 2022-05-04 | -7.24 | 50 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-21 | 2024-06-05 | -2.65 | 44 |
| 2024-03-26 | 2024-04-20 | -1.93 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-06-05 | 2024-06-09 | -1.21 | 3 |
| 2022-05-14 | 2022-05-15 | -1.16 | 0 |
| Metric | 11393107:btcusd:triple_med_gx:lsma50_110 | 11393107:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 12.25% | 35.75% |
| Worst Week | -7.05% | -29.64% |
| Best Month | 12.25% | 43.77% |
| Worst Month | -9.43% | -37.12% |
| Best Year | 1.26% | 155.54% |
| Worst Year | -9.75% | -54.66% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.59% | 8.05% |
| Avg. Down Week | -2.62% | -3.89% |
| Avg. Up Month | 4.67% | 13.17% |
| Avg. Down Month | -3.93% | -11.2% |
| Win Days % | 44.16% | 51.26% |
| Win Month % | 43.9% | 61.9% |
| Win Week % | 44.44% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |